+73.0%
IWM vs JD
+17.6%
+55.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | +1.9% | +4.2% | -2.4% | +1.2% |
| 3M | -5.7% | -12.8% | +7.0% | -4.1% |
| 6M | -0.3% | -8.8% | +8.5% | +0.5% |
| YTD | +15.8% | +0.5% | +15.3% | +15.0% |
| 1Y | +17.1% | -8.8% | +25.8% | +17.8% |
| All | +73.0% | +17.6% | +55.4% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling